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cs.LG2023
Comparative Evaluation of Anomaly Detection Methods for Fraud Detection in Online Credit Card Payments
Hugo Thimonier, Fabrice Popineau, Arpad Rimmel +2
This study explores the application of anomaly detection (AD) methods in imbalanced learning tasks, focusing on fraud detection using real online credit card payment data. We asses…
cs.LG2023
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
Marc Velay, Bich-Liên Doan, Arpad Rimmel +2
Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implie…